+194.4%
PDD vs SIRI
-50.6%
+245.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -4.4% | -3.9% | -0.5% | -3.7% |
| 30D | -15.5% | -0.8% | -14.6% | -15.4% |
| 3M | -4.1% | +4.3% | -8.4% | -4.9% |
| 6M | -23.4% | +34.1% | -57.5% | -27.9% |
| YTD | -30.7% | +47.3% | -78.0% | -36.1% |
| 1Y | -37.6% | +22.9% | -60.6% | -40.6% |
| 3Y | -17.5% | -24.6% | +7.0% | -16.8% |
| 5Y | -24.6% | -43.2% | +18.6% | -22.4% |
| All | +194.4% | -50.6% | +245.0% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling